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Best Econometrics Books: The Ultimate List

Below I’ll give you my selections for the best Econometrics books by a few categories. I will cover these and other great books more in depth later.

1. Mostly Harmless Econometrics: An Empiricist’s Companion (2009)

Best Econometrics Books: The Ultimate ListThe core methods in today’s econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes increase learning? Should wife batterers be arrested? How much does education raise wages? Mostly Harmless Econometrics shows how the basic tools of applied econometrics allow the data to speak. In addition to econometric essentials, Mostly Harmless Econometrics covers important new…
Author(s): Joshua D. Angrist, Jörn-Steffen Pischke

2. Real Econometrics: The Right Tools to Answer Important Questions (2019)

Best Econometrics Books: The Ultimate ListAn engaging and practical introduction to econometrics, Real Econometrics: The Right Tools to Answer Important Questions, offers thorough coverage of the most frequently used methods of analysis. Grounded in contemporary understandings of causal inference, the text invites students to extract meaningful information about important economic policy issues from available data. Bailey’s emphasis on practical applications, combined with a lively and conversational narrative and a diverse array of examples and case studies, provides students with a solid foundation in the analytical…
Author(s): Michael Bailey

3. A Guide to Econometrics. 6th edition (2008)

Best Econometrics Books: The Ultimate ListThis is the perfect (and essential) supplement for all econometrics classes–from a rigorous first undergraduate course, to a first master’s, to a PhD course. #129,402 in Books (See Top 100 in Books) #43 in Econometrics (Books) #558 in Economics (Books) Would you like to ?If you are a seller for this product, would you like to ?…
Author(s): Peter Kennedy

4. Introduction to Econometrics (3rd Edition) (2017)

Best Econometrics Books: The Ultimate ListPlease Read Notes: Brand New, International Softcover Edition, Printed in black and white pages, minor self wear on the cover or pages, Sale restriction may be printed on the book, but Book name, contents, and author are exactly same as Hardcover Edition. Fast delivery through DHL/FedEx express. #38,354 in Books (See Top 100 in Books) #4151 in Textbooks Would you like to ?If you are a seller for this product, would you like to ?…
Author(s): H Stock James & W. Watson Mark

5. Introductory Econometrics for Finance (2019)

Best Econometrics Books: The Ultimate ListA complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts. Maintaining the accessible prose and clear examples of previous editions, the new edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters for students…
Author(s): Chris Brooks

6. Econometrics For Dummies (2013)

Best Econometrics Books: The Ultimate ListEconometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. If you’re seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For…
Author(s): Roberto Pedace

7. Using Econometrics: A Practical Guide, 7th ed. (2017)

Best Econometrics Books: The Ultimate ListPlease Read Notes: Brand New, International Softcover Edition, Printed in black and white pages, minor self wear on the cover or pages, Sale restriction may be printed on the book, but Book name, contents, and author are exactly same as Hardcover Edition. Fast delivery through DHL/FedEx express. #302,981 in Books (See Top 100 in Books) Would you like to ?If you are a seller for this product, would you like to ?…
Author(s): A. H. Studenmund

8. Introduction to Econometrics Instructors Manual (1992)

Best Econometrics Books: The Ultimate ListA basic introduction written in non-technical language, this remarkable text keeps mathematical demands to a minimum so that students can spend less time on technicalities and more on understanding basic concepts. With many exercises in the text, a floppy disk containing data sets on expenditure and price for different commodities, an unusually detailed teacher’s manual with additional exercises and masters for overhead transparencies, and spectacular video graphic sequences, this uniquely rich introductory text will transform the teaching of the…
Author(s): Christoph Dougherty

9. Basic Econometrics (2017)

Best Econometrics Books: The Ultimate ListPlease Read Notes: Brand New, International Softcover Edition, Printed in black and white pages, minor self wear on the cover or pages, Sale restriction may be printed on the book, but Book name, contents, and author are exactly same as Hardcover Edition. Fast delivery through DHL/FedEx express. #95,230 in Books (See Top 100 in Books) #25 in Econometrics (Books) #13083 in Textbooks Would you like to ?If you are a seller for this product, would you like to ?…
Author(s): Damodar Gujarati, Dawn Porter, et al.

10. Financial Econometrics: Models and Methods (2019)

Best Econometrics Books: The Ultimate ListThis is a thorough exploration of the models and methods of financial econometrics by one of the world’s leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and…
Author(s): Oliver Linton

11. Real Stats: Using Econometrics for Political Science and Public Policy (2015)

Best Econometrics Books: The Ultimate ListReal Stats offers an engaging and practical introduction to statistical analysis for upper-level undergraduates and first-year graduate students in political science, public policy, and law. Grounded in contemporary understandings of causal inferences, the text invites students to see how econometric tools can help answer important and interesting questions. This emphasis on practical applications, combined with a lively and conversational narrative, provides students with a solid foundation in the analytical tools they will use throughout their academic and professional careers. #415,854 in Books (See Top 100 in Books)…
Author(s): Michael A. Bailey

Discover the best Econometrics in Best Sellers. Find the top 100 most popular items in Amazon Books Best Sellers. Econometrics books This category will introduce you to econometrics and financial econometrics. Keep checking in, the category is growing! And don’t forget these books are free to download. Home Free textbooks for university students Econometrics Categories Select a category “Economic development is something much wider and deeper than economics, let alone econometrics. Its roots lie outside the economic sphere, in education, organisation, discipline and, beyond that, in political independence and a national consciousness of self-reliance.” econometrics and economic Data 1 1.1 What is Econometrics? 1 1.2 Steps in Empirical Economic Analysis 2 1.3 the Structure of Economic data 5 Cross-Sectional Data 5 Time Series Data 8 Pooled Cross Sections 9 Panel or Longitudinal Data 10 A Comment on Data Structures 11 1.4 Causality and the notion of Ceteris Paribus in Econometric Analysis 12

We highly recommend you to buy all paper or e-books in a legal way, for example, on Amazon. But sometimes it might be a need to dig deeper beyond the shiny book cover. Before making a purchase, you can visit resources like Genesis and download some econometrics books mentioned below at your own risk. Once again, we do not host any illegal or copyrighted files, but simply give our visitors a choice and hope they will make a wise decision.

Panel Data Econometrics with R

Author(s): Yves Croissant, Giovanni Millo
Publisher: Wiley, Year: 2019, Size: 3 Mb, Download: pdf
ID: 2255220

Reproducible Econometrics Using R

Author(s): Jeffrey S. Racine
Publisher: Oxford University Press, Year: 2019, Size: 12 Mb, Download: pdf
ID: 2346158

Macroeconomic Survey Expectations

Author(s): Michael P. Clements
Publisher: Springer International Publishing;Palgrave Macmillan, Year: 2019, Size: 2 Mb, Download: pdf
ID: 2355255

Matrix Differential Calculus with Applications in Statistics and Econometrics

Author(s): Jan R. Magnus; Heinz Neudecker
Publisher: Wiley, Year: 2019, Size: 4 Mb, Download: pdf
ID: 2368572

Financial Econometrics, Mathematics and Statistics: Theory, Method and Application

Author(s): Cheng-Few Lee; Hong-Yi Chen; John Lee
Publisher: Springer, Year: 2019, Size: 14 Mb, Download: pdf
ID: 2374706

Panel Data Econometrics: Common Factor Analysis for Empirical Researchers

Author(s): Donggyu Sul
Publisher: Routledge, Year: 2019, Size: 2 Mb, Download: pdf
ID: 2392763

Predictive Econometrics and Big Data

Author(s): Vladik Kreinovich,Songsak Sriboonchitta,Nopasit Chakpitak (eds.)
Publisher: Springer International Publishing, Year: 2018, Size: 54 Mb, Download: pdf
ID: 2179956

Econometrics for Financial Applications

Author(s): Ly H. Anh,Le Si Dong,Vladik Kreinovich,Nguyen Ngoc Thach (eds.)
Publisher: Springer International Publishing, Year: 2018, Size: 51 Mb, Download: pdf
ID: 2180172

Morphisms for Quantitative Spatial Analysis

Author(s): Daniel A. Griffith,Jean H. P. Paelinck
Publisher: Springer International Publishing, Year: 2018, Size: 8 Mb, Download: pdf
ID: 2204110

Please note that this booklist is not final. Some books are truly record-breakers according to The New York Times, others are written by unknown authors. On top of that, you can always find additional tutorials and courses on Coursera, Udemy or edX, for example. Are there any other relevant books you could recommend? Drop a comment if you have any feedback on the list.

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